+80.3%
EXE vs XME
+108.0%
-27.7%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.6% | +2.4% | +1.5% |
| 7D | +5.3% | +0.3% | +5.0% | +5.1% |
| 30D | -2.2% | -6.1% | +3.9% | 0.0% |
| 3M | -5.9% | -18.6% | +12.7% | +1.6% |
| 6M | -5.7% | -23.9% | +18.2% | +3.6% |
| YTD | -17.8% | -9.3% | -8.5% | -19.7% |
| 1Y | -23.1% | +1.8% | -24.9% | -29.8% |
| 3Y | +21.2% | +93.0% | -71.8% | -30.0% |
| All | +80.3% | +108.0% | -27.7% | -1.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded XME wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling